Quant jobs / DV Trading

Quantitative Trading Intern – DV Equities (Summer 2027)

A summer internship on the equities trading teams of a proprietary trading firm. You would build and backtest models, watch live trading and support risk and PnL checks.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build and refine trading models using historical market and order-book data
Mine large datasets for patterns and alpha signals
Watch live positions and help traders with risk and parameter changes
Resolve position and PnL attribution discrepancies
Prototype strategies for the firm's low-latency execution stack

What they ask for

Required

Python
Probability, statistics and time-series analysis
Interest in systematic trading
Excel and data tools
Quantitative degree in progress, graduating summer 2027 or 2028
Communication skills

Preferred

C++
Prior trading, research or competition experience

Education: Currently studying a bachelor's, master's or PhD in a quantitative field
Experience: Students graduating 2027 or 2028
Languages and tools: Python
C++
Markets: equities

How to prepare

Backtest a short-horizon signal on order-book data and report realistic costs
Practise probability and expected-value interview problems
Understand how PnL is attributed across positions and strategies
Learn basic C++ alongside your Python

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on DV Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on DV Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with DV Trading and doesn’t handle applications.